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Once more on comparison of tail index estimators

Once more on comparison of tail index estimators

7 April 2011
V. Paulauskas
Marijus Vaivciulis
ArXivPDFHTML

Papers citing "Once more on comparison of tail index estimators"

1 / 1 papers shown
Title
A class of unbiased location invariant Hill-type estimators for heavy
  tailed distributions
A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
Jiaona Li
Zuoxiang Peng
S. Nadarajah
89
14
0
23 Sep 2008
1